View source for InverseGaussian

[[category:Distribution Functions]]

= InverseGaussian(A,B) =

The inverse gaussian distribution with location parameter A and scale parameter B.  Used in reliability studies.  Gives the first passage time in a standard Brownian motion with postive drift.

Some books refer to this as the Wald Distribution.  Others define the Wald distribution as the special case where A=1.

= Library =

Distribution Variations.ana

= References =

* Michael, Schucany, and Haas (1976)

= See Also =

* [[Wald]]